It doesn't matter if you delete it within 24 hours. It's illegal to own them for 1 second. That 24 hour thing is a bunch of crap.

But no, "they" (whoever "they" might be, I don't think there is a "they" when it comes to emulator laws) won't know you have it. Millions of people have emulators and ROMs. No one cares if you have one.

You couldn't see because you had transparancies turned off in your emulator, or you're using a video mode that doesn't support them. Try different video modes. You should be able to see through the fog.